+24.2%
IJR vs TPR
+20.9%
+3.3%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.5% | -2.2% | +0.7% |
| 7D | +2.3% | +12.6% | -10.4% | +0.3% |
| 30D | +2.8% | +7.1% | -4.3% | +1.6% |
| 3M | -4.6% | -19.4% | +14.7% | -1.7% |
| 6M | +5.7% | -9.7% | +15.4% | +5.5% |
| YTD | +19.9% | -1.0% | +20.9% | +17.9% |
| 1Y | +24.2% | +19.3% | +4.9% | +16.8% |
| All | +24.2% | +20.9% | +3.3% | +16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TPR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling